Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/240546 
Erscheinungsjahr: 
2019
Schriftenreihe/Nr.: 
PhD Series No. 197
Verlag: 
University of Copenhagen, Department of Economics, Copenhagen
Zusammenfassung: 
The bootstrap is a promising simulation tool that can help to solve complicated statistical problems with no tractable solution. Specifically, the fundamental idea of the bootstrap is to use re-sampling methods to approximate otherwise unknown properties of an estimator. This thesis investigates bootstrap methods for financial and economic time series to do forecasting. The results are presented in three self-contained parts which include theory, simulations, and empirics for the implemented bootstrap method.
Dokumentart: 
Doctoral Thesis

Datei(en):
Datei
Größe
1.67 MB





Publikationen in EconStor sind urheberrechtlich geschützt.